Playing as a forward, Óscar Vargas debuted in Honduran football with Marathón in 2002. He was the revelation of the championship by scoring the fourth goal in the victory 4-1 of his team against Olimpia, in the first leg of the final of the 2001-02 Clausura. Subsequently, Vargas was crowned champion with the club. During his three years at Marathón, he won two more titles: 2002-03 Clausura and 2004-05 Apertura.